ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
119-110 |
119-090 |
-0-020 |
-0.1% |
119-310 |
| High |
119-140 |
119-090 |
-0-050 |
-0.1% |
120-040 |
| Low |
119-080 |
119-010 |
-0-070 |
-0.2% |
119-080 |
| Close |
119-100 |
119-020 |
-0-080 |
-0.2% |
119-080 |
| Range |
0-060 |
0-080 |
0-020 |
33.3% |
0-280 |
| ATR |
0-068 |
0-070 |
0-002 |
2.3% |
0-000 |
| Volume |
1,221 |
2,818 |
1,597 |
130.8% |
4,515 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-280 |
119-230 |
119-064 |
|
| R3 |
119-200 |
119-150 |
119-042 |
|
| R2 |
119-120 |
119-120 |
119-035 |
|
| R1 |
119-070 |
119-070 |
119-027 |
119-055 |
| PP |
119-040 |
119-040 |
119-040 |
119-032 |
| S1 |
118-310 |
118-310 |
119-013 |
118-295 |
| S2 |
118-280 |
118-280 |
119-005 |
|
| S3 |
118-200 |
118-230 |
118-318 |
|
| S4 |
118-120 |
118-150 |
118-296 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-053 |
121-187 |
119-234 |
|
| R3 |
121-093 |
120-227 |
119-157 |
|
| R2 |
120-133 |
120-133 |
119-131 |
|
| R1 |
119-267 |
119-267 |
119-106 |
119-220 |
| PP |
119-173 |
119-173 |
119-173 |
119-150 |
| S1 |
118-307 |
118-307 |
119-054 |
118-260 |
| S2 |
118-213 |
118-213 |
119-029 |
|
| S3 |
117-253 |
118-027 |
119-003 |
|
| S4 |
116-293 |
117-067 |
118-246 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-110 |
|
2.618 |
119-299 |
|
1.618 |
119-219 |
|
1.000 |
119-170 |
|
0.618 |
119-139 |
|
HIGH |
119-090 |
|
0.618 |
119-059 |
|
0.500 |
119-050 |
|
0.382 |
119-041 |
|
LOW |
119-010 |
|
0.618 |
118-281 |
|
1.000 |
118-250 |
|
1.618 |
118-201 |
|
2.618 |
118-121 |
|
4.250 |
117-310 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-050 |
119-075 |
| PP |
119-040 |
119-057 |
| S1 |
119-030 |
119-038 |
|